/// <summary>
/// To get historical ticks.
/// </summary>
/// <param name="securityId">The instrument identifier for which you need to get all trades.</param>
/// <param name="from">Begin period.</param>
/// <param name="to">End period.</param>
/// <param name="isSuccess">Whether all data were obtained successfully or the download process has been interrupted.</param>
/// <returns>Historical ticks.</returns>
public IEnumerable <Level1ChangeMessage> GetHistoricalLevel1(SecurityId securityId, DateTimeOffset from, DateTimeOffset to, out bool isSuccess)
{
this.AddInfoLog(LocalizedStrings.Str2145Params, securityId, from, to);
var transactionId = TransactionIdGenerator.GetNextId();
var info = new RefFive <List <Level1ChangeMessage>, SyncObject, bool, SecurityId, bool>(new List <Level1ChangeMessage>(), new SyncObject(), false, securityId, false);
_level1Info.Add(transactionId, info);
SendInMessage(new MarketDataMessage
{
SecurityId = securityId,
DataType = MarketDataTypes.Level1,
From = from,
To = to,
IsSubscribe = true,
TransactionId = transactionId,
});
lock (info.Second)
{
if (!info.Third)
{
info.Second.Wait();
}
}
isSuccess = info.Fifth;
return(info.First);
}
/// <summary>
/// Получить исторических тиков.
/// </summary>
/// <param name="security">Инструмент, для которого необходимо получить все сделки.</param>
/// <param name="count">Максимальное количество тиков.</param>
/// <param name="isSuccess">Успешно ли получены все данные или процесс загрузки был прерван.</param>
/// <returns>Исторические сделки.</returns>
public IEnumerable<Trade> GetHistoricalTicks(Security security, long count, out bool isSuccess)
{
if (security == null)
throw new ArgumentNullException("security");
this.AddInfoLog(LocalizedStrings.Str2144Params, security, count);
var transactionId = TransactionIdGenerator.GetNextId();
var info = new RefFive<List<Trade>, SyncObject, bool, Security, bool>(new List<Trade>(), new SyncObject(), false, security, false);
_ticksInfo.Add(transactionId, info);
SendInMessage(new MarketDataMessage
{
SecurityId = security.ToSecurityId(),
DataType = MarketDataTypes.Trades,
Count = count,
IsSubscribe = true,
TransactionId = transactionId,
});
lock (info.Second)
{
if (!info.Third)
info.Second.Wait();
}
isSuccess = info.Fifth;
return info.First;
}
/// <summary>
/// To get historical candles.
/// </summary>
/// <param name="security">The instrument for which you need to get candles.</param>
/// <param name="candleType">The candle type.</param>
/// <param name="arg">The candle parameter (for example, time-frame).</param>
/// <param name="count">Maximum ticks count.</param>
/// <param name="isSuccess">Whether all data were obtained successfully or the download process has been interrupted.</param>
/// <returns>Historical candles.</returns>
public IEnumerable <Candle> GetHistoricalCandles(Security security, Type candleType, object arg, long count, out bool isSuccess)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
//if (timeFrame <= TimeSpan.Zero)
// throw new ArgumentException("Тайм-фрейм должен быть больше 0.");
var transactionId = TransactionIdGenerator.GetNextId();
var series = new CandleSeries(candleType, security, arg);
this.AddInfoLog(LocalizedStrings.Str2146Params, series, count);
var info = new RefFive <List <Candle>, SyncObject, bool, CandleSeries, bool>(new List <Candle>(), new SyncObject(), false, series, false);
_candleInfo.Add(transactionId, info);
var mdMsg = new MarketDataMessage
{
//SecurityId = GetSecurityId(series.Security),
DataType = GetCandleType(series.CandleType),
TransactionId = transactionId,
Count = count,
Arg = arg,
IsSubscribe = true,
}.FillSecurityInfo(this, series.Security);
_candleSeries.Add(transactionId, series);
SendInMessage(mdMsg);
lock (info.Second)
{
if (!info.Third)
{
info.Second.Wait();
}
}
isSuccess = info.Fifth;
return(info.First);
}
/// <summary>
/// To get historical candles.
/// </summary>
/// <param name="security">The instrument for which you need to get candles.</param>
/// <param name="candleType">The candle type.</param>
/// <param name="arg">The candle parameter (for example, time-frame).</param>
/// <param name="from">Begin period.</param>
/// <param name="to">End period.</param>
/// <param name="isSuccess">Whether all data were obtained successfully or the download process has been interrupted.</param>
/// <returns>Historical candles.</returns>
public IEnumerable <Candle> GetHistoricalCandles(Security security, Type candleType, object arg, DateTimeOffset from, DateTimeOffset to, out bool isSuccess)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
//if (timeFrame <= TimeSpan.Zero)
// throw new ArgumentException("Тайм-фрейм должен быть больше 0.");
if (from > to)
{
throw new ArgumentException(LocalizedStrings.Str2147);
}
var id = TransactionIdGenerator.GetNextId();
var series = new CandleSeries(candleType, security, arg);
this.AddInfoLog(LocalizedStrings.Str2148Params, series, from, to);
var info = new RefFive <List <Candle>, SyncObject, bool, CandleSeries, bool>(new List <Candle>(), new SyncObject(), false, series, false);
_candleInfo.Add(id, info);
SubscribeCandles(series, from, to, id);
lock (info.Second)
{
if (!info.Third)
{
info.Second.Wait();
}
}
isSuccess = info.Fifth;
return(info.First);
}
/// <summary>
/// Получить исторических тиков.
/// </summary>
/// <param name="security">Инструмент, для которого необходимо получить все сделки.</param>
/// <param name="from">Дата начала периода.</param>
/// <param name="to">Дата окончания периода.</param>
/// <param name="isSuccess">Успешно ли получены все данные или процесс загрузки был прерван.</param>
/// <returns>Исторические сделки.</returns>
public IEnumerable <Trade> GetHistoricalTicks(Security security, DateTime from, DateTime to, out bool isSuccess)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
this.AddInfoLog(LocalizedStrings.Str2145Params, security, from, to);
var transactionId = TransactionIdGenerator.GetNextId();
var info = new RefFive <List <Trade>, SyncObject, bool, Security, bool>(new List <Trade>(), new SyncObject(), false, security, false);
_ticksInfo.Add(transactionId, info);
SendInMessage(new MarketDataMessage
{
SecurityId = security.ToSecurityId(),
DataType = MarketDataTypes.Trades,
From = from,
To = to,
IsSubscribe = true,
TransactionId = transactionId,
});
lock (info.Second)
{
if (!info.Third)
{
info.Second.Wait();
}
}
isSuccess = info.Fifth;
return(info.First);
}
/// <summary>
/// Получить исторические свечи.
/// </summary>
/// <param name="security">Инструмент, для которого необходимо получить свечи.</param>
/// <param name="candleType">Тип свечи.</param>
/// <param name="arg">Параметр свечки (например, тайм-фрейм).</param>
/// <param name="from">Дата начала периода.</param>
/// <param name="to">Дата окончания периода.</param>
/// <param name="isSuccess">Успешно ли получены все данные или процесс загрузки был прерван.</param>
/// <returns>Исторические свечи.</returns>
public IEnumerable<Candle> GetHistoricalCandles(Security security, Type candleType, object arg, DateTime from, DateTime to, out bool isSuccess)
{
if (security == null)
throw new ArgumentNullException("security");
//if (timeFrame <= TimeSpan.Zero)
// throw new ArgumentException("Тайм-фрейм должен быть больше 0.");
if (from > to)
throw new ArgumentException(LocalizedStrings.Str2147);
var id = TransactionIdGenerator.GetNextId();
var series = new CandleSeries(candleType, security, arg);
this.AddInfoLog(LocalizedStrings.Str2148Params, series, from, to);
var info = new RefFive<List<Candle>, SyncObject, bool, CandleSeries, bool>(new List<Candle>(), new SyncObject(), false, series, false);
_candleInfo.Add(id, info);
SubscribeCandles(series, from, to, id);
lock (info.Second)
{
if (!info.Third)
info.Second.Wait();
}
isSuccess = info.Fifth;
return info.First;
}
/// <summary>
/// Получить исторические свечи.
/// </summary>
/// <param name="security">Инструмент, для которого необходимо получить свечи.</param>
/// <param name="candleType">Тип свечи.</param>
/// <param name="arg">Параметр свечки (например, тайм-фрейм).</param>
/// <param name="count">Максимальное количество тиков.</param>
/// <param name="isSuccess">Успешно ли получены все данные или процесс загрузки был прерван.</param>
/// <returns>Исторические свечи.</returns>
public IEnumerable<Candle> GetHistoricalCandles(Security security, Type candleType, object arg, long count, out bool isSuccess)
{
if (security == null)
throw new ArgumentNullException("security");
//if (timeFrame <= TimeSpan.Zero)
// throw new ArgumentException("Тайм-фрейм должен быть больше 0.");
var transactionId = TransactionIdGenerator.GetNextId();
var series = new CandleSeries(candleType, security, arg);
this.AddInfoLog(LocalizedStrings.Str2146Params, series, count);
var info = new RefFive<List<Candle>, SyncObject, bool, CandleSeries, bool>(new List<Candle>(), new SyncObject(), false, series, false);
_candleInfo.Add(transactionId, info);
var mdMsg = new MarketDataMessage
{
//SecurityId = GetSecurityId(series.Security),
DataType = GetCandleType(series.CandleType),
TransactionId = transactionId,
Count = count,
Arg = arg,
IsSubscribe = true,
}.FillSecurityInfo(this, series.Security);
_candleSeries.Add(transactionId, series);
SendInMessage(mdMsg);
lock (info.Second)
{
if (!info.Third)
info.Second.Wait();
}
isSuccess = info.Fifth;
return info.First;
}
/// <summary>
/// To get historical ticks.
/// </summary>
/// <param name="securityId">The instrument identifier for which you need to get all trades.</param>
/// <param name="from">Begin period.</param>
/// <param name="to">End period.</param>
/// <param name="isSuccess">Whether all data were obtained successfully or the download process has been interrupted.</param>
/// <returns>Historical ticks.</returns>
public IEnumerable<Level1ChangeMessage> GetHistoricalLevel1(SecurityId securityId, DateTimeOffset from, DateTimeOffset to, out bool isSuccess)
{
this.AddInfoLog(LocalizedStrings.Str2145Params, securityId, from, to);
var transactionId = TransactionIdGenerator.GetNextId();
var info = new RefFive<List<Level1ChangeMessage>, SyncObject, bool, SecurityId, bool>(new List<Level1ChangeMessage>(), new SyncObject(), false, securityId, false);
_level1Info.Add(transactionId, info);
SendInMessage(new MarketDataMessage
{
SecurityId = securityId,
DataType = MarketDataTypes.Level1,
From = from,
To = to,
IsSubscribe = true,
TransactionId = transactionId,
});
lock (info.Second)
{
if (!info.Third)
info.Second.Wait();
}
isSuccess = info.Fifth;
return info.First;
}